To cite package ‘HGSL’ in publications use:

Ren Z, Kang Y, Fan Y, Lv J (2018). HGSL: Heterogeneous Group Square-Root Lasso. R package version 1.0.0, https://CRAN.R-project.org/package=HGSL.

Corresponding BibTeX entry:

  @Manual{,
    title = {HGSL: Heterogeneous Group Square-Root Lasso},
    author = {Zhao Ren and Yongjian Kang and Yingying Fan and Jinchi
      Lv},
    year = {2018},
    note = {R package version 1.0.0},
    url = {https://CRAN.R-project.org/package=HGSL},
  }